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Contact: luke.fletcher@anu.edu.au INFOENG SEMINAR SERIES Colloquium series
Efficient calculation of p values in permutation significance testsProfessor Peter Gill (Physical & Theoretical Chemistry Research School of Chemistry, ANU)DATE: 2006-02-17 TIME: 11:00:00 - 12:00:00 LOCATION: RSISE Seminar Room, ground floor, building 115, cnr. North and Daley Roads, ANU ABSTRACT: Permutation and bootstrap resampling techniques for hypothesis testing are widely used and enjoy many desirable statistical properties. Unfortunately, exhaustive examination of the resampling space is usually prohibitively expensive and it is often necessary to resort to random sampling within the space. However, I will show that it is possible to write the exact p value as an infinite series whose terms can be computed rapidly, even for large group sizes. Because of connections with the N-step random walk in the plane, the rate of convergence of the series improves as the size of the resampling space increases.
2004-present Research School of Chemistry, ANU 1999-2004 University of Nottingham, UK 1996-1999 University of Cambridge, UK 1993-1996 Massey University, NZ 1988-1993 Carnegie-Mellon University, USA (postdoc with Sir John Pople, 1998 Chemistry Nobel) 1984-1988 Australian National University (PhD with Prof Leo Radom) 1980-1984 University of Auckland (BSc and MSc, Chemistry, Physics & Maths) I am also the President of Q-Chem Inc, a quantum chemistry software company in the USA |